+545.7%
FICO vs CHD
+180.1%
+365.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.5% | +0.8% |
| 7D | +0.9% | +2.4% | -1.5% | -0.1% |
| 30D | +9.4% | +13.9% | -4.5% | +4.3% |
| 3M | -30.4% | +8.5% | -38.9% | -32.5% |
| 6M | -35.1% | +20.4% | -55.5% | -39.2% |
| YTD | -56.8% | +34.5% | -91.3% | -61.3% |
| 1Y | -58.4% | +33.8% | -92.2% | -62.7% |
| 3Y | -26.7% | +29.1% | -55.8% | -34.7% |
| 5Y | +88.0% | +31.2% | +56.8% | +62.3% |
| 10Y | +545.7% | +193.1% | +352.6% | +343.2% |
| All | +545.7% | +180.1% | +365.6% | +343.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CHD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling